-80.8%
FIG vs AMGN
+32.8%
-113.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +0.6% |
| 7D | -12.2% | -13.9% | +1.7% | -12.3% |
| 30D | -11.0% | -7.1% | -3.8% | -10.6% |
| 3M | +11.9% | +13.9% | -2.0% | +16.7% |
| 6M | -21.9% | +3.2% | -25.1% | -18.4% |
| YTD | -40.8% | +19.2% | -60.0% | -37.9% |
| 1Y | -56.6% | +41.1% | -97.8% | -51.5% |
| All | -80.8% | +32.8% | -113.6% | -80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AMGN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling